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cvxgrp / simulator
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LAST BUILD BRANCH: alert-autofix-14
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Repo Added 30 May 2023 04:19AM UTC
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LAST BUILD ON BRANCH v0.8.13
branch: v0.8.13
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  • v0.8.13
  • 108-correct-add-method
  • 110-pre-commit
  • 113-include-bounds-on-trades-and-max-positions
  • 114-coverage-script
  • 124-use-a-more-suitable-workflow-architecture
  • 152-revisit-mypy
  • 156-remove-pandas-stubs
  • 157-revisit-mypy
  • 158-test-with-312
  • 169-remove-kernel-construction
  • 173-cash-flows
  • 196-introduce-parameters
  • 198-feed-in-timeseries-data
  • 200-make-parametername-in-builder
  • 201-inputdata-in-state
  • 203-address-nans
  • 207-getattr-for-state
  • 209-nan-policy
  • 213-state-asset
  • 215-iterate-through-extra-data
  • 218-delete-boxing
  • 220-state-public
  • 221-interpolate-inner-points
  • 223-give-assets-and-data-instead-of-pandas-series
  • 225-fix-portfolio-weight-issue
  • 227-add-valid
  • 229-expose-position-and-cashposition-in-state
  • 231-organisation-notebooks
  • 234-experiment-with-interest-rate
  • 236-interest-on-short-position
  • 238-make-quantities-like-cashpl-observable
  • 240-enhance-builder
  • 242-trading-cost-model-for-markowitz-test
  • 246-documentation-sprint
  • 250-fix-notebooks
  • 252-bring-in-month
  • 254-from-cashpos-matrix
  • 256-establish-mask-in-state
  • 258-make-tinycta-a-dev-dependency
  • 261-futures-updating-aum
  • 262-futures-on-subgrid
  • 264-update-cash-in-equitybuilder
  • 267-add-name-to-nav-series
  • 270-reference-example
  • 272-revisit-tests
  • 274-revisit-builder
  • 276-expose-state
  • 278-no-upper-limit-on-python
  • 280-make-1n-notebook
  • 282-more-cvxpy-in-the-1n-example
  • 284-bring-in-zip-file-of-quantstats
  • 286-revisit-quantstats-structure
  • 292-move-the-template-up
  • 295-revisit-docstrings-and-create-pdoc
  • 300-issue-on-page-docsnotebooksbalancedhtml
  • 302-revisit-plotting
  • 303-relative-turnover
  • 305-benchmark-in-snapshot
  • 307-move-quantstats-in
  • 322-compute-sharpe-ratio-and-display-in-table
  • 323-aggregate-daily-returns-and-rename-them
  • 327-fixing-names-of-the-nav-index
  • 329-address-pandas-warning
  • 329-address-pandas-warning-1
  • 331-simple-sharpe-ratio-in-portfolio
  • 334-support-shifting-portfolios-to-support-delaying-execution
  • 335-create-a-new-portfoliopng
  • 336-introduced-pyarrow-to-avoid-the-pandas-warning
  • 340-copy-in-portfoliopng
  • 344-address-the-loc-business
  • 348-shift-weights
  • 350-revisit-tests
  • 352-remove-shifter
  • 355-two-digits-for-sharpe-ratio
  • 362-fix-readme
  • 378-nbformat-issue
  • 409-relax-version-of-pandas
  • 422-clean-dependencies
  • 424-update-sharpe-ratio
  • 427-pct_change-issue
  • 435-marimo-page
  • 440-update-devcontainer
  • 448-revisit-devcontainer
  • 460-automated-release
  • 473-bring-in-makefile
  • 511-move-to-src-structure
  • 546-junie
  • 547-bring-in-jquantstats
  • 554-update-jquantstats
  • Boxing
  • alert-autofix-11
  • alert-autofix-12
  • alert-autofix-13
  • alert-autofix-14
  • balanced
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  • dependabot/pip/clarabel-0.9.0
  • dependabot/pip/cvxpy-1.4.1
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  • dependabot/pip/ipython-8.16.1
  • dependabot/pip/ipython-8.17.1
  • dependabot/pip/ipython-8.17.2
  • dependabot/pip/ipython-8.18.1
  • dependabot/pip/ipython-8.30.0
  • dependabot/pip/jsonschema-4.23.0
  • dependabot/pip/jupyterlab-4.0.5
  • dependabot/pip/loguru-0.7.1
  • dependabot/pip/loguru-0.7.2
  • dependabot/pip/numpy-1.26.0
  • dependabot/pip/numpy-1.26.1
  • dependabot/pip/numpy-1.26.2
  • dependabot/pip/numpy-2.0.0
  • dependabot/pip/numpy-2.0.1
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  • dependabot/pip/pandas-2.1.1
  • dependabot/pip/pandas-2.1.2
  • dependabot/pip/pandas-2.1.3
  • dependabot/pip/pandas-2.2.1
  • dependabot/pip/pandas-2.2.2
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  • dependabot/pip/pandas-stubs-2.1.1.230928
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  • dependabot/pip/pytest-7.4.0
  • dependabot/pip/pytest-7.4.2
  • dependabot/pip/pytest-7.4.3
  • dependabot/pip/pytest-7.4.4
  • dependabot/pip/pytest-8.0.0
  • dependabot/pip/pytest-8.0.2
  • dependabot/pip/pytest-8.1.1
  • dependabot/pip/pytest-8.2.0
  • dependabot/pip/pytest-8.2.1
  • dependabot/pip/pytest-8.2.2
  • dependabot/pip/pytest-8.3.1
  • dependabot/pip/pytest-8.3.2
  • dependabot/pip/pytest-8.3.3
  • dependabot/pip/pytest-cov-4.1.0
  • dependabot/pip/pytest-cov-5.0.0
  • dependabot/pip/pytest-cov-6.0.0
  • dependabot/pip/setuptools-70.0.0
  • dependabot/pip/tornado-6.3.3
  • dependabot/pip/tornado-6.4.1
  • dependabot/pip/tornado-6.4.2
  • dependabot/pip/urllib3-2.0.6
  • dependabot/pip/urllib3-2.0.7
  • dependabot/pip/urllib3-2.2.2
  • dependabot/pip/yfinance-0.2.28
  • dependabot/pip/yfinance-0.2.30
  • dependabot/pip/yfinance-0.2.31
  • dependabot/pip/zipp-3.19.1
  • deptry
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  • no_mock
  • path
  • pre-commit-ci-update-config
  • renovate/asottile-pyupgrade-3.x
  • renovate/astral-sh-ruff-pre-commit-0.x
  • renovate/configure
  • renovate/crate-ci-typos-1.x
  • renovate/cvxgrp-.github-2.x
  • renovate/igorshubovych-markdownlint-cli-0.x
  • renovate/lock-file-maintenance
  • renovate/major-pre-commit
  • renovate/mcr.microsoft.com-devcontainers-python-3.x
  • renovate/migrate-config
  • renovate/pre-commit
  • renovate/python-3.x
  • renovate/python-jsonschema-check-jsonschema-0.x
  • snapshot
  • testingGitHub
  • tschm
  • tschm-patch-1
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  • v0.3.6
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  • v0.8.5rc1
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  • v0.9.01
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  • v0.9.12
  • v0.9.13
  • v0.9.14
  • v0.9.15
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  • v0.9.17
  • v0.9.18
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  • v1.0.0
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13 Dec 2023 07:24PM UTC coverage: 100.0%. Remained the same
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Merge pull request #244 from cvxgrp/242-trading-cost-model-for-markowitz-test

242 trading cost model for markowitz test

6 of 6 new or added lines in 2 files covered. (100.0%)

258 of 258 relevant lines covered (100.0%)

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7200123669 v0.8.13 Merge pull request #244 from cvxgrp/242-trading-cost-model-for-markowitz-test 242 trading cost model for markowitz test push 13 Dec 2023 07:32PM UTC web-flow github
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